feat: slippage-fee-calculation#38
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Note
Medium Risk
Changes how V2 BUY orders are sized when
user_usdc_balanceis provided, which can alter on-chain order amounts and potentially reject orders that previously succeeded. Risk is mitigated by strict validation, defaulting to no padding, and extensive unit/integration tests.Overview
Adds a new
fee_slippagepercentage (default0) at bothConfigandOrderBuilderlevels to pad the platform-fee reserve for BUY orders, with validation that it is0or in[1, 100].Introduces
clob::feeswith shared fee-reservation logic and updates V2 BUY limit and market order building to conservatively shrink notional/size/amount whenuser_usdc_balanceis set soprincipal + (padded platform fee) + builder fee ≤ balance, erroring if truncation would produce a zero-sized order. Existingadjust_market_buy_amountis refactored to delegate to the new logic (with slippage disabled), and tests are updated/added to lock in the new behavior.Reviewed by Cursor Bugbot for commit 88080c9. Bugbot is set up for automated code reviews on this repo. Configure here.